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Re: st: fixed effects for unbalanced panel


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: fixed effects for unbalanced panel
Date   Tue, 7 Oct 2008 09:55:55 -0400

See
http://www.stata.com/statalist/archive/2006-07/msg00535.html

On Tue, Oct 7, 2008 at 1:29 AM, Deepak Hegde <hegde@haas.berkeley.edu> wrote:
> I have an unbalanced panel (for most firms, I have two or more years of data, and for some firms only one year).
>
> I want to know what stata does to observations (firms) with only one year of data when I run a fixed effects model with either the xtreg, fe(firm_id) or areg, absorb (firm_id) command.  It seems like the correct thing to do is to drop observations with only one year of data, but I am getting different results when I explicitly exclude firms with only one-year of data and when I use Stata's fixed effects commands.  This suggests that Stata is using data on firms without time-variation in a way that I don't understand...
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